global bull & bear
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in global bull & bear, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.
The earliest data available for this chart is Aug 19, 2015, corresponding to the inception date of DPST
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -13.93% | -12.27% | -11.13% | -2.73% | 13.04% | 9.21% |
| global bull & bear | -15.76% | -21.18% | -29.56% | -15.93% | -7.00% | N/A |
| Portfolio components: | ||||||
AFK VanEck Vectors Africa Index ETF | -0.58% | -8.78% | -5.64% | 0.26% | 4.79% | -2.40% |
BRZU Direxion Daily Brazil Bull 2X Shares | 9.84% | -7.87% | -30.10% | -44.01% | -1.97% | -30.86% |
CHAU Direxion Daily CSI 300 China A Share Bull 2x Shares | -23.89% | -25.93% | -45.39% | -19.13% | -8.31% | N/A |
DPST Direxion Daily Regional Banks Bull 3X Shares | -51.12% | -41.06% | -42.01% | -25.86% | -17.93% | N/A |
DRN Direxion Daily Real Estate Bull 3x Shares | -21.57% | -28.34% | -36.24% | -15.00% | -4.63% | -7.29% |
DRV Direxion Daily Real Estate Bear 3x Shares | 18.33% | 34.18% | 38.17% | -3.37% | -28.33% | -28.73% |
EDC Direxion Daily Emerging Markets Bull 3X Shares | -23.87% | -33.96% | -42.75% | -28.46% | -6.09% | -14.40% |
EDZ Direxion Daily Emerging Markets Bear 3X Shares | 20.49% | 43.05% | 54.37% | 11.88% | -22.54% | -21.36% |
ERX Direxion Daily Energy Bull 2X Shares | -18.52% | -20.09% | -28.15% | -38.62% | 32.19% | -21.55% |
ERY Direxion Daily Energy Bear 2X Shares | 13.53% | 18.12% | 27.19% | 44.60% | -48.06% | -28.52% |
Monthly Returns
The table below presents the monthly returns of global bull & bear, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.10% | 2.55% | -0.67% | -20.56% | -15.76% | ||||||||
| 2024 | -10.22% | 4.92% | 6.36% | -5.04% | 4.04% | -0.01% | 7.27% | 2.51% | 11.30% | -7.18% | 1.87% | -11.74% | 1.08% |
| 2023 | 17.14% | -11.86% | -6.97% | -1.20% | -11.09% | 5.39% | 10.90% | -12.05% | -6.96% | -8.20% | 11.17% | 7.50% | -11.47% |
| 2022 | -8.71% | -2.79% | -4.17% | -14.80% | -2.15% | -9.97% | 4.03% | -7.72% | -20.00% | 0.35% | 17.06% | -8.40% | -47.26% |
| 2021 | 3.15% | 4.71% | -2.04% | 6.79% | 6.45% | -2.86% | -7.86% | 3.59% | -6.99% | 7.07% | -6.27% | 9.90% | 14.37% |
| 2020 | -12.39% | -14.05% | -43.66% | -3.42% | -0.07% | 6.85% | 12.86% | 4.42% | -2.40% | 3.58% | 11.83% | 12.18% | -34.60% |
| 2019 | 24.48% | 1.54% | -4.91% | 4.39% | -11.63% | 10.37% | -0.05% | -10.20% | 4.13% | 5.18% | -1.76% | 13.36% | 34.00% |
| 2018 | 16.65% | -11.00% | -2.29% | -3.75% | -6.11% | -8.43% | 4.75% | -5.66% | -3.97% | -10.42% | 2.57% | -14.57% | -37.47% |
| 2017 | 5.47% | 3.13% | -4.05% | -1.73% | -5.70% | 3.69% | 6.99% | 1.75% | 5.74% | 0.30% | 0.72% | 4.70% | 22.09% |
| 2016 | -10.86% | -0.78% | 6.93% | 4.70% | -5.28% | 3.12% | 7.51% | 0.48% | -1.22% | 3.67% | -0.36% | 2.44% | 9.21% |
| 2015 | -7.23% | -5.34% | 1.68% | -0.79% | -4.63% | -15.51% |
Expense Ratio
global bull & bear has a high expense ratio of 1.09%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of global bull & bear is 21, meaning it’s performing worse than 79% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AFK VanEck Vectors Africa Index ETF | 0.11 | 0.30 | 1.04 | 0.08 | 0.51 |
BRZU Direxion Daily Brazil Bull 2X Shares | -0.89 | -1.18 | 0.86 | -0.44 | -1.41 |
CHAU Direxion Daily CSI 300 China A Share Bull 2x Shares | -0.33 | -0.05 | 0.99 | -0.27 | -0.63 |
DPST Direxion Daily Regional Banks Bull 3X Shares | -0.24 | 0.27 | 1.03 | -0.23 | -0.92 |
DRN Direxion Daily Real Estate Bull 3x Shares | -0.22 | 0.04 | 1.01 | -0.15 | -0.66 |
DRV Direxion Daily Real Estate Bear 3x Shares | -0.15 | 0.16 | 1.02 | -0.08 | -0.21 |
EDC Direxion Daily Emerging Markets Bull 3X Shares | -0.50 | -0.41 | 0.95 | -0.31 | -1.45 |
EDZ Direxion Daily Emerging Markets Bear 3X Shares | 0.17 | 0.66 | 1.08 | 0.09 | 0.37 |
ERX Direxion Daily Energy Bull 2X Shares | -0.86 | -1.04 | 0.86 | -0.43 | -2.18 |
ERY Direxion Daily Energy Bear 2X Shares | 0.99 | 1.87 | 1.20 | 0.44 | 3.57 |
Dividends
Dividend yield
global bull & bear provided a 3.58% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.58% | 3.52% | 3.46% | 1.62% | 1.93% | 1.22% | 1.92% | 1.44% | 0.50% | 0.27% | 0.22% | 0.29% |
| Portfolio components: | ||||||||||||
AFK VanEck Vectors Africa Index ETF | 0.00% | 0.00% | 2.28% | 3.59% | 4.17% | 3.91% | 6.34% | 1.71% | 1.99% | 2.67% | 2.16% | 2.92% |
BRZU Direxion Daily Brazil Bull 2X Shares | 7.30% | 8.73% | 3.24% | 4.70% | 6.29% | 0.79% | 0.95% | 1.04% | 0.73% | 0.00% | 0.00% | 0.00% |
CHAU Direxion Daily CSI 300 China A Share Bull 2x Shares | 3.04% | 2.24% | 3.97% | 0.77% | 1.73% | 0.09% | 0.57% | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% |
DPST Direxion Daily Regional Banks Bull 3X Shares | 3.05% | 1.55% | 1.78% | 1.51% | 0.59% | 0.90% | 1.29% | 2.18% | 0.30% | 0.00% | 0.00% | 0.00% |
DRN Direxion Daily Real Estate Bull 3x Shares | 3.18% | 2.25% | 2.84% | 2.70% | 4.21% | 1.91% | 2.59% | 3.12% | 0.92% | 0.00% | 0.00% | 0.00% |
DRV Direxion Daily Real Estate Bear 3x Shares | 3.64% | 4.58% | 5.35% | 0.38% | 0.00% | 0.58% | 1.72% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% |
EDC Direxion Daily Emerging Markets Bull 3X Shares | 5.10% | 3.94% | 3.54% | 0.00% | 0.18% | 0.44% | 0.97% | 0.78% | 0.25% | 0.00% | 0.00% | 0.00% |
EDZ Direxion Daily Emerging Markets Bear 3X Shares | 3.38% | 4.87% | 4.33% | 0.00% | 0.00% | 0.82% | 1.67% | 0.68% | 0.00% | 0.00% | 0.00% | 0.00% |
ERX Direxion Daily Energy Bull 2X Shares | 3.49% | 2.94% | 3.17% | 2.23% | 2.16% | 2.35% | 1.56% | 3.10% | 0.85% | 0.00% | 0.00% | 0.00% |
ERY Direxion Daily Energy Bear 2X Shares | 3.63% | 4.13% | 4.14% | 0.32% | 0.00% | 0.43% | 1.50% | 0.56% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the global bull & bear. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the global bull & bear was 80.28%, occurring on Oct 27, 2023. The portfolio has not yet recovered.
The current global bull & bear drawdown is 30.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -80.28% | Jan 29, 2018 | 1448 | Oct 27, 2023 | — | — | — |
| -25.75% | Aug 20, 2015 | 130 | Feb 25, 2016 | 231 | Jan 25, 2017 | 361 |
| -17.77% | Feb 22, 2017 | 61 | May 18, 2017 | 83 | Sep 15, 2017 | 144 |
| -7.77% | Oct 16, 2017 | 23 | Nov 15, 2017 | 27 | Dec 26, 2017 | 50 |
| -3.92% | Jan 26, 2017 | 9 | Feb 7, 2017 | 4 | Feb 13, 2017 | 13 |
Volatility
Volatility Chart
The current global bull & bear volatility is 15.55%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| CHAU | DPST | DRN | DRV | BRZU | AFK | ERX | ERY | EDC | EDZ | |
|---|---|---|---|---|---|---|---|---|---|---|
| CHAU | 1.00 | 0.25 | 0.23 | -0.23 | 0.33 | 0.42 | 0.31 | -0.32 | 0.67 | -0.67 |
| DPST | 0.25 | 1.00 | 0.39 | -0.40 | 0.31 | 0.34 | 0.50 | -0.50 | 0.41 | -0.41 |
| DRN | 0.23 | 0.39 | 1.00 | -0.99 | 0.31 | 0.33 | 0.30 | -0.30 | 0.40 | -0.40 |
| DRV | -0.23 | -0.40 | -0.99 | 1.00 | -0.31 | -0.33 | -0.30 | 0.30 | -0.41 | 0.41 |
| BRZU | 0.33 | 0.31 | 0.31 | -0.31 | 1.00 | 0.46 | 0.42 | -0.42 | 0.62 | -0.62 |
| AFK | 0.42 | 0.34 | 0.33 | -0.33 | 0.46 | 1.00 | 0.43 | -0.43 | 0.65 | -0.65 |
| ERX | 0.31 | 0.50 | 0.30 | -0.30 | 0.42 | 0.43 | 1.00 | -1.00 | 0.47 | -0.47 |
| ERY | -0.32 | -0.50 | -0.30 | 0.30 | -0.42 | -0.43 | -1.00 | 1.00 | -0.47 | 0.47 |
| EDC | 0.67 | 0.41 | 0.40 | -0.41 | 0.62 | 0.65 | 0.47 | -0.47 | 1.00 | -1.00 |
| EDZ | -0.67 | -0.41 | -0.40 | 0.41 | -0.62 | -0.65 | -0.47 | 0.47 | -1.00 | 1.00 |